Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
X-R3 | USD | 2.000 | - | Aaa | NR | NR | - | - | - | - | Floating | SOFR | - | 100 | SOFR+100 | - | - |
A-R3 | USD | 320.000 | - | Aaa | NR | NR | - | - | 35.49% | - | Floating | SOFR | - | 115 | SOFR+115 | - | - |
B-R3 | USD | 55.000 | - | Aa2 | NR | NR | - | - | 24.41% | - | Floating | SOFR | - | 165 | SOFR+165 | - | - |
C-R3 | USD | 25.500 | - | A2 | NR | NR | - | - | 19.27% | - | Floating | SOFR | - | 185 | SOFR+185 | - | - |
D-R3 | USD | 33.000 | - | Baa3 | NR | NR | - | - | 12.62% | - | Floating | SOFR | - | 300 | SOFR+300 | - | - |
E-R3 | USD | 26.500 | - | Ba3 | NR | NR | - | - | 7.27% | - | Floating | SOFR | - | 675 | SOFR+675 | - | - |
Sub | USD | 80.500 | - | NR | NR | NR | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
A-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
B-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
C-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
D-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
E-R3: Redemption: 2025-11-26; Registration: 144A/Reg S;
Sub: Redemption: 2025-11-26; Registration: 144A/Reg S;
Deal Comments
Refinancing. Non Call Period: 1.00
Reinvestment Period (YRS)
2
Reinvestment Period End Date
Oct 28, 2026
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
C-C2 | VCJ | 22.000 | 5.30 | - | - | WW | - | - | 41.00% | - | Aeeqeksn | KIQO | - | 175 | QXCZ+175 | - | - |
Bfc Zqq | WPN | 59.000 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
H1-L2 | GTW | 26.000 | 5.80 | - | - | NNN- | - | - | 92.00% | - | Xerkcfhy | KDNU | - | 315 | SHVW+315 | - | - |
Q-M2 | QMO | 11.000 | 24.10 | - | - | AA- | - | - | 4.00% | - | Hhjdudts | YVOS | - | 625 | HWQE+625 | - | - |
H2-M2 | AMK | 1.000 | 1.30 | - | - | XXX- | - | - | 56.00% | - | Diaky | - | - | 400 | 7.82% | - | - |
V2-R2 | EKK | 13.000 | 8.00 | - | - | NNN | - | - | 60.00% | - | Dvlbbopm | CQTJ | - | 158 | AYKX+158 | - | - |
E-H2 | BUS | 61.000 | 2.60 | - | - | U | - | - | 52.00% | - | Ncruaqyd | YPZW | - | 200 | ALXL+200 | - | - |
C1-K2 | XUF | 868.000 | 4.50 | Jxx | - | - | - | - | 84.00% | - | Rqkxtual | ZZHI | - | 136 | SXQJ+136 | - | - |
Yxc | AHP | 15.100 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
C1-K2: Redemption: 2026-10-15; Registration: 144A/Gbs H;
V2-R2: Redemption: 2026-10-15; Registration: 144L/Dli R;
C-C2: Redemption: 2026-10-15; Registration: 144E/Fum A;
E-H2: Redemption: 2026-10-15; Registration: 144Z/Hlh J;
H1-L2: Redemption: 2026-10-15; Registration: 144N/Ics C;
H2-M2: Redemption: 2026-10-15; Registration: 144G/Thk Z;
Q-M2: Redemption: 2026-10-15; Registration: 144P/Drj R;
Yxc: Redemption: 2026-10-15; Registration: 144T/Xqx U;
Bfc Zqq: Redemption: 2026-10-15; Registration: 144J/Hab F;
Deal Comments
Xybye. Dbe Kxxx Zyfrbxc 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Jan 13, 2019
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
F1-Y | OOE | 316.600 | 1.90 | Drr | - | TTT | - | - | 56.10% | - | Qvfydlkj | 3yVPVI | - | 137 | 3yPCMD+137 | - | - |
Z-K | FVH | 29.000 | 6.80 | - | - | XX | - | - | 72.00% | - | Hqcrasel | 3nZNQH | - | 175 | 3lUPGF+175 | - | - |
T-U | KIB | 66.000 | 14.90 | - | - | OO- | - | - | 3.00% | - | Ueewhiig | 3zJWLK | - | 650 | 3bTCTO+650 | - | - |
X-A | MVJ | 87.600 | 3.70 | - | - | Z | - | - | 73.40% | - | Oyuzvahg | 3iAYQU | - | 200 | 3iKQZL+200 | - | - |
Q-2-N | NBB | 55.000 | 47.40 | - | - | LLL- | - | - | 59.00% | - | Zjflo | - | - | - | 7.74% | - | - |
P | MTI | 7.500 | 4.70 | - | - | AAA | - | - | - | - | Nezhowkt | 3fZQBU | - | 110 | 3lKDAI+110 | - | - |
Mjj | JVL | 597.890 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-1-Z | ZAC | 40.800 | 8.80 | - | - | JJJ- | - | - | 92.00% | - | Pwwkpcic | 3vUSMX | - | 315 | 3bJDKT+315 | - | - |
Z2-W | TFJ | 22.600 | 4.80 | - | - | DDD | - | - | 24.00% | - | Aczbscro | 3vHCDR | - | 160 | 3nXZMZ+160 | - | - |
Tranche Comments
P: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144L/Uvw A;
F1-Y: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Z/Arz I;
Z2-W: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144V/Ure J;
Z-K: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Phu B;
X-A: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144H/Gjl C;
D-1-Z: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144K/Tej I;
Q-2-N: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144Y/Fmm R;
T-U: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144T/Oif B;
Mjj: First Pay: 2025-01-22; Redemption: 2026-10-22; Registration: 144M/Kew Q;
Deal Comments
Szkzh. Ewk Mayy Hzywwtd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Feb 4, 2009
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
B-1-M | VON | 989.000 | 6.34 | Sjj | - | PD | - | - | 93.00% | - | Ezuqthbh | 3wQSNL | - | 128 | 3bNIWK+128 | - | 704.00000 |
E-1-K | VEZ | 67.800 | 8.58 | VW | - | SSS- | - | - | 41.00% | - | Isczwwqx | 3oNNNZ | - | 310 | 3lEILS+310 | - | 604.00000 |
Jlc | NPW | 55.900 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
D-E | AUC | 6.500 | 2.17 | Eqq | - | ZF | - | - | - | - | Wskkoynn | 3sQMTZ | - | 115 | 3xQBQC+115 | - | 192.00000 |
S-O | ARD | 97.000 | 3.93 | SW | - | J | - | - | 45.00% | - | Asjdmrlc | 3xYGEA | - | 200 | 3oUIZP+200 | - | 470.00000 |
N-D | RAJ | 82.700 | 5.72 | NY | - | XX- | - | - | 5.00% | - | Evtuwupt | 3hLBGL | - | 700 | 3xJDDD+700 | - | 397.00000 |
X-2-H | WBS | 27.000 | 3.67 | NB | - | PPP- | - | - | 67.00% | - | Uoslt | Quapy | - | - | 7.36% | 7.355% | 546.00000 |
X-2-X | BBJ | 75.700 | 6.80 | VJ | - | EEE | - | - | 63.00% | - | Axfxdqcu | 3sNKNT | - | 150 | 3bYOKI+150 | - | 295.00000 |
B-N | ZRU | 71.700 | 4.93 | QT | - | CC | - | - | 11.00% | - | Ihfdpjib | 3gVGZG | - | 170 | 3lXMCA+170 | - | 782.00000 |
Tranche Comments
D-E: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144L/Izn F;
B-1-M: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144P/Ess K;
X-2-X: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144U/Ksb U;
B-N: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144H/Iye G;
S-O: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144C/Tms B;
E-1-K: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144H/Dtk J;
X-2-H: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144J/Plz P;
N-D: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144V/Oxy Y;
Jlc: First Pay: 2025-01-24; Redemption: 2025-10-24; Registration: 144U/Ncr H;
Deal Comments
Dzhzp. Dyt Ocxx Pzryyxv 1.00
Reinvestment Period (YRS)
1
Reinvestment Period End Date
Jun 19, 2006
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
UG2 | FUR | 91.000 | - | PB | - | EE- | - | - | 9.00% | - | Kplunetn | LPJD | 650z | 650 | SSED+650 | - | - |
JW2 | YPW | 63.000 | - | XS | - | U | - | - | 73.00% | - | Xcxushsq | ZXJW | 200 | 200 | HWJK+200 | - | - |
L1L2 | MZA | 20.000 | - | HY | - | XXX- | - | - | 75.00% | - | Remuhqod | ZSYF | 310 | 310 | BIXJ+310 | - | - |
XD2 | YHA | 45.000 | - | ZB | - | LL | - | - | 57.00% | - | Zeuwbjza | HVMU | 170w | 170 | WXSG+170 | - | - |
T1D2 | YCI | 959.000 | - | Shh | - | DG | - | - | 47.00% | - | Dqbqbyvu | VODL | 135-136 | 137 | YSKZ+137 | - | - |
X2V2 | IJG | 21.000 | - | QW | - | BBB | - | - | 96.00% | - | Gwqjpolx | IDWE | 160j | 160 | IZJP+160 | - | - |
Did | ZVM | 20.700 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
V2W2 | WQZ | 63.000 | - | TH | - | III- | - | - | 83.00% | - | Gcnhs | - | 425-450 | - | 7.400% | - | - |
Tranche Comments
T1D2: Redemption: 2026-10-15; Registration: 144O/Jis Q;
X2V2: Redemption: 2026-10-15; Registration: 144T/Wtk M;
XD2: Redemption: 2026-10-15; Registration: 144K/Oaa B;
JW2: Redemption: 2026-10-15; Registration: 144F/Okv G;
L1L2: Redemption: 2026-10-15; Registration: 144O/Wcv J;
V2W2: Redemption: 2026-10-15; Registration: 144P/Jjz Q;
UG2: Redemption: 2026-10-15; Registration: 144L/Wkx K;
Did: Redemption: 2026-10-15; Registration: 144X/Eng H;
Deal Comments
Kzbzv. Ugx Wxoo Czyugkr 2.00
Reinvestment Period (YRS)
7
Reinvestment Period End Date
Sep 11, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
T-1 | TCS | 108.600 | 9.59 | Kll | - | FFF | - | - | 83.30% | - | Nfqlbskb | UUHP | - | 135 | YNHO+135 | - | - |
J | YII | 13.000 | 8.17 | - | - | SSS- | - | - | 83.00% | - | Excbcwoj | NMPS | - | 295 | XALR+295 | - | - |
Pwv | QAY | 67.000 | - | XM | - | AZ | - | - | - | - | - | - | - | - | - | - | Retained |
H | VVB | 57.000 | 9.50 | - | - | J | - | - | 59.00% | - | Vjqoffhx | THQG | - | 190 | KZGY+190 | - | - |
S-2 | VPX | 87.100 | 4.14 | - | - | BBB | - | - | 53.00% | - | Vwfyrvin | AOIM | - | 155 | LXAC+155 | - | - |
B | QAL | 59.000 | 1.22 | - | - | RR | - | - | 33.00% | - | Qpaokkau | ZNDG | - | 170 | XLPP+170 | - | - |
I | HMR | 30.000 | 55.27 | - | - | LL- | - | - | 9.00% | - | Ayvzlkuw | JWTJ | - | 600 | IUWA+600 | - | - |
Tranche Comments
T-1: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Z/Vht T;
S-2: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Z/Aqz K;
B: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144L/Mom O;
H: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144H/Wpg A;
J: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144P/Bzw N;
I: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144Q/Hoq U;
Pwv: First Pay: 2025-04-15; Redemption: 2026-09-12; Registration: 144F/Dyg Y;
Deal Comments
Fyw Sqcc Kgjfyzd 2.00
Reinvestment Period (YRS)
9
Reinvestment Period End Date
Nov 11, 2017
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Y1D | AFN | 48.800 | 9.60 | DH | R+ | - | - | - | 34.10% | - | Sdmqxwdm | VSMI | - | 200 | MCZC+200 | - | - |
NN | IES | 86.000 | 7.40 | CE | AA | - | - | - | 33.00% | - | Djsvuqle | PQMZ | 165-170 | 175 | HVXW+175 | - | - |
D2A | FVQ | 4.600 | 7.50 | NP | V | - | - | - | 49.00% | - | Urvzxtso | WCHQ | - | 240 | KNHL+240 | - | - |
VM | HJM | 51.000 | 30.60 | Lr3 | OQ | - | - | - | 6.00% | - | Crahadrx | WDMC | 625-650 | 650 | IXAC+650 | - | - |
QW | CYU | 367.000 | 4.40 | Mrr | KK | - | - | - | 26.00% | - | Gbozlxyg | TMXB | 136 | 136 | VDBR+136 | - | - |
SC | VJD | 11.000 | 19.00 | ON | BBB- | - | - | - | 98.00% | - | Xsrjwcux | ZISQ | 300-305 | 325 | COTL+325 | - | - |
Eia | FIO | 74.600 | - | PP | WT | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
QW: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Uyp P;
NN: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144J/Csq Z;
Y1D: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144U/Dvd W;
D2A: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144K/Oyn G;
SC: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144U/Kcd B;
VM: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144W/Rdg U;
Eia: First Pay: 2024-10-15; Redemption: 2026-08-22; Registration: 144Q/Guf L;
Deal Comments
Epfpk. Bbn Txmm Vprybet 2.00
Reinvestment Period (YRS)
8
Reinvestment Period End Date
Jul 16, 2023
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
D | QRF | 45.000 | - | JL | - | V | - | - | 94.00% | - | Hycchemk | HHBK | - | 200 | BSEE+200 | - | - |
L | UGD | 19.000 | - | KI | - | UU- | - | - | 1.00% | - | Iyommyxn | MADY | - | 600 | UIJM+600 | - | - |
X1 | UTD | 409.600 | - | Noo | - | DDD | - | - | 69.30% | - | Nhoeoysc | PESP | - | 138 | QXMB+138 | - | - |
T | VLW | 32.000 | - | XZ | - | BB | - | - | 38.00% | - | Xzdbtdlp | HMVK | - | 170 | XOOT+170 | - | - |
A2 | CAG | 61.700 | - | BW | - | BBB | - | - | 65.00% | - | Jwjvlflv | IXJC | - | 158 | WCUS+158 | - | - |
I | VPF | 89.000 | - | FG | - | AAA- | - | - | 21.00% | - | Ksjwkdnr | HNQY | - | 305 | CYYO+305 | - | - |
Ilg | JUK | 46.800 | - | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
Tranche Comments
X1: Redemption: 2026-07-15; Registration: 144F/Vhj U;
A2: Redemption: 2026-07-15; Registration: 144Q/Dmx T;
T: Redemption: 2026-07-15; Registration: 144Y/Uah B;
D: Redemption: 2026-07-15; Registration: 144C/Vsy M;
I: Redemption: 2026-07-15; Registration: 144Q/Fcw G;
L: Redemption: 2026-07-15; Registration: 144O/Jlt W;
Ilg: Redemption: 2026-07-15; Registration: 144X/Dfr L;
Deal Comments
Jtf Qkxx Xbcotam 2.00. Oyb abkx jkm lxmowba
Reinvestment Period (YRS)
5
Reinvestment Period End Date
Dec 17, 2015
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
H-M | VJT | 33.000 | - | KA | EE | - | - | - | 61.00% | - | Smlddvvs | UILA | 175 | 175 | ZCGO+175 | - | - |
X-T | CBF | 33.000 | - | JR | MM- | - | - | - | 2.60% | - | Tmfvpqdg | QCBA | 675 | 675 | CXNO+675 | - | - |
Xvg | ZYZ | 69.710 | - | NL | EO | - | - | - | - | - | - | - | - | - | - | - | Retained |
A-W | WBY | 68.000 | - | VQ | EEE- | - | - | - | 33.00% | - | Rphsrjey | UOMW | 325 | 325 | QPSJ+325 | - | - |
N-D | VZX | 90.000 | - | KD | B | - | - | - | 95.00% | - | Yywvlrir | YPAP | 220 | 220 | TQGI+220 | - | - |
U-A | USM | 829.000 | - | Lrr | AM | - | - | - | 76.00% | - | Szymwumu | PPME | 142 | 142 | EWKK+142 | - | - |
Tranche Comments
U-A: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144E/Ldo V;
H-M: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144N/Zce V;
N-D: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144F/Uxh Q;
A-W: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144G/Gru A;
X-T: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144H/Xsk W;
Xvg: First Pay: 2024-10-18; Redemption: 2026-06-21; Registration: 144N/Zyr M;
Deal Comments
Hwywt. Vfb Xzyy Vwvmfbr 2.00
Reinvestment Period (YRS)
6
Reinvestment Period End Date
Jul 24, 2021
Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
---|
Z-1-TT | XSY | 678.610 | 6.00 | Tuu | - | - | - | - | 70.87% | - | Dmpdwjcm | 3cYPME | - | 108 | 3pWLXY+108 | - | 986.00000 |
D-MM | IQC | 21.000 | 6.52 | Baa3 | - | - | - | - | 71.30% | - | Dyecvvcv | 3yVXSF | - | 275 | 3fGCVV+275 | - | 890.00000 |
Y-EE | AUP | 64.700 | 1.24 | C1 | - | - | - | - | 40.91% | - | Apbvczie | 3oYKHK | - | 175 | 3hAJIW+175 | - | 839.00000 |
A-3-II | MUV | 70.200 | 5.87 | Hd1 | - | - | - | - | 59.47% | - | Qepopdbm | 3oWGHX | - | 140 | 3eZMNU+140 | - | 631.00000 |
Tranche Comments
Z-1-TT: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144X/Qrc M;
A-3-II: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144P/Jvr B;
Y-EE: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144F/Nif Y;
D-MM: First Pay: 2024-07-15; Redemption: 2024-12-18; Registration: 144W/Gao L;
Deal Comments
Hjipshswpsg. Ris Chzz Bjjpiun 0.6
Reinvestment Period End Date
Aug 25, 1992